Native image generation differs based on the platform. There is automatic native image generation in Windows: see http://msdn.microsoft.com/en-us/library/hh691758.aspx for details. There's also Triton on Windows Phone: http://channel9.msdn.com/Events/Build/2012/3-005.

In the classic Windows Desktop case, however, you're right: you need to NGen your code yourself or call NGen as a custom action from your installer. --Andrew Pardoe [MSFT]